An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics
Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization.
The Handbook in Monte Carlo Simulation features:
The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.
"Sinopsis" puede pertenecer a otra edición de este libro.
PAOLO BRANDIMARTE is Full Professor of Quantitative Methods for Finance and Logistics in the Department of Mathematical Sciences at Politecnico di Torino in Italy. He has extensive teaching experience in engineering and economics faculties, including master’s- and PhD-level courses. Dr. Brandimarte is the author or coauthor of Introduction to Distribution Logistics, Quantitative Methods: An Introduction for Business Management, and Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, Second Edition, all published by Wiley.
AN ACCESSIBLE TREATMENT OF MONTE CARLO METHODS, TECHNIQUES, AND APPLICATIONS IN THE FIELD OF FINANCE AND ECONOMICS
Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applications of Monte Carlo methods in financial engineering and economics. Written by an international leading expert in the field, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applications of Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction and motivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysis and variance reduction; and applications ranging from option pricing and risk management to optimization.
The Handbook in Monte Carlo Simulation features:
&; An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials
&; Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach
&; An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods
&; Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation
The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.
"Sobre este título" puede pertenecer a otra edición de este libro.
EUR 19,47 gastos de envío desde Estados Unidos de America a España
Destinos, gastos y plazos de envíoEUR 9,89 gastos de envío desde Estados Unidos de America a España
Destinos, gastos y plazos de envíoLibrería: Better World Books, Mishawaka, IN, Estados Unidos de America
Condición: Good. Used book that is in clean, average condition without any missing pages. Nº de ref. del artículo: 52071838-6
Cantidad disponible: 1 disponibles
Librería: Books Puddle, New York, NY, Estados Unidos de America
Condición: New. pp. 736. Nº de ref. del artículo: 2697096878
Cantidad disponible: 4 disponibles
Librería: Majestic Books, Hounslow, Reino Unido
Condición: New. pp. 736. Nº de ref. del artículo: 96349041
Cantidad disponible: 4 disponibles
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: FW-9780470531112
Cantidad disponible: 15 disponibles
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 6146420-n
Cantidad disponible: Más de 20 disponibles
Librería: Biblios, Frankfurt am main, HESSE, Alemania
Condición: New. pp. 736. Nº de ref. del artículo: 1897096868
Cantidad disponible: 4 disponibles
Librería: moluna, Greven, Alemania
Condición: New. PAOLO BRANDIMARTE is Full Professor of Quantitative Methods for Finance and Logistics in the Department of Mathematical Sciences at Politecnico di Torino in Italy. He has extensive teaching experience in engineering and economics faculties, including master. Nº de ref. del artículo: 446912837
Cantidad disponible: Más de 20 disponibles
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Condición: New. Nº de ref. del artículo: 6146420-n
Cantidad disponible: Más de 20 disponibles
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Condición: New. In. Nº de ref. del artículo: ria9780470531112_new
Cantidad disponible: Más de 20 disponibles
Librería: Chiron Media, Wallingford, Reino Unido
Hardcover. Condición: New. Nº de ref. del artículo: 6666-WLY-9780470531112
Cantidad disponible: Más de 20 disponibles